+70.3%
BTI vs SFM
+268.6%
-198.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -2.0% | -8.8% | +6.8% | -1.1% |
| 30D | -3.4% | -14.5% | +11.0% | -1.9% |
| 3M | -9.0% | -16.8% | +7.8% | -7.5% |
| 6M | -5.0% | -5.3% | +0.3% | -5.0% |
| YTD | -0.3% | -9.4% | +9.0% | 0.0% |
| 1Y | +3.1% | -46.2% | +49.3% | +9.0% |
| 3Y | +111.0% | +81.3% | +29.7% | +90.7% |
| 5Y | +117.0% | +211.9% | -94.9% | +79.6% |
| All | +70.3% | +268.6% | -198.3% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling